相关论文: Computing Augustin Information via Hybrid Geodesic…

We propose first order algorithms for convex optimization problems where the feasible set is described by a large number of convex inequalities that is to be explored by subgradient projections. The first algorithm is an adaptation of a…

In this paper we analyze several new methods for solving nonconvex optimization problems with the objective function formed as a sum of two terms: one is nonconvex and smooth, and another is convex but simple and its structure is known.…

In this work, we study an optimizer, Grad-Avg to optimize error functions. We establish the convergence of the sequence of iterates of Grad-Avg mathematically to a minimizer (under boundedness assumption). We apply Grad-Avg along with some…

This paper analyzes the contraction of the primal-dual gradient optimization via contraction theory in the context of discrete-time updating dynamics. The contraction theory based on Riemannian manifolds is first established for convergence…

Online learning with limited information feedback (bandit) tries to solve the problem where an online learner receives partial feedback information from the environment in the course of learning. Under this setting, Flaxman et al.[8]…

This paper introduces an iterative algorithm for training nonparametric additive models that enjoys favorable memory storage and computational requirements. The algorithm can be viewed as the functional counterpart of stochastic gradient…

This work presents a universal accelerated first-order primal-dual method for affinely constrained convex optimization problems. It can handle both Lipschitz and H\"{o}lder gradients but does not need to know the smoothness level of the…

In this work, we address the problem of Hessian inversion bias in distributed second-order optimization algorithms. We introduce a novel shrinkage-based estimator for the resolvent of gram matrices which is asymptotically unbiased, and…

Hamilton and Moitra (2021) showed that, in certain regimes, it is not possible to accelerate Riemannian gradient descent in the hyperbolic plane if we restrict ourselves to algorithms which make queries in a (large) bounded domain and which…

Natural gradient descent is an optimization method traditionally motivated from the perspective of information geometry, and works well for many applications as an alternative to stochastic gradient descent. In this paper we critically…

This paper presents the first optimal-rate $p$-th order methods with $p\geq 1$ for finding first and second-order stationary points of non-convex smooth objective functions over Riemannian manifolds. In contrast to the geodesically convex…

This paper concerns an optimization algorithm for unconstrained non-convex problems where the objective function has sparse connections between the unknowns. The algorithm is based on applying a dissipation preserving numerical integrator,…

In this paper, we propose and analyse a family of generalised stochastic composite mirror descent algorithms. With adaptive step sizes, the proposed algorithms converge without requiring prior knowledge of the problem. Combined with an…

In min-min optimization or max-min optimization, one has to compute the gradient of a function defined as a minimum. In most cases, the minimum has no closed-form, and an approximation is obtained via an iterative algorithm. There are two…

This study addresses some algorithms for solving structured unconstrained convex optimiza- tion problems using first-order information where the underlying function includes high-dimensional data. The primary aim is to develop an…

A stochastic iterative algorithm approximating second-order information using von Neumann series is discussed. We present convergence guarantees for strongly-convex and smooth functions. Our analysis is much simpler in contrast to a similar…

We introduce an online convex optimization algorithm which utilizes projected subgradient descent with optimal adaptive learning rates. Our method provides second-order minimax-optimal dynamic regret guarantee (i.e. dependent on the sum of…

Large tensor learning algorithms are typically computationally expensive and require storing a vast amount of data. In this paper, we propose a unified online Riemannian gradient descent (oRGrad) algorithm for tensor learning, which is…

In this work, we establish a frequency-domain framework for analyzing gradient-based algorithms in linear minimax optimization problems; specifically, our approach is based on the Z-transform, a powerful tool applied in Control Theory and…

The paper proposes a new algorithm for solving global univariate optimization problems. The algorithm does not require convexity of the target function. For a broad variety of target functions after performing (if necessary) several…